HSI Volatility Index

CBOE EFA ETF Volatility Index

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{type} for {date}

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	param	t-stat
$ω$	1.3299	3.91
$α$	0.2301	2.68
$β$	0.4195	3.44
$γ_{1}$	0.6403	0.99
$γ_{2}$	-1.2934	-1.41
$γ_{3}$	1.4902	2.72
$γ_{4}$	-1.5841	-2.75
$γ_{5}$	1.6042	2.44
$γ_{6}$	-1.3856	-1.47
$γ_{7}$	-0.0011	-0.00
$γ_{8}$	2.1134	2.66
$γ_{9}$	-3.2906	-4.71

V-Lab

Rosan Resources Holdings Ltd Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Rosan Resources Holdings Ltd Analyses